← positive_eps_streak (all companies) · HAE (all signals) · all methodology
positive_eps_streak on HAEMONETICS CORP (HAE)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 313143 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on HAE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-21 | 2025-05-21 | -1.14% | +1.37% | +6.22% | -20.62% | — |
| FY2023 | 2024-05-20 | 2024-05-20 | -2.18% | -6.62% | -10.36% | -22.34% | -30.56% |
| FY2022 | 2023-05-22 | 2023-05-22 | -0.96% | -0.04% | +1.17% | +3.68% | +7.93% |
| FY2021 | 2022-05-25 | 2022-05-25 | -0.43% | +2.67% | +4.35% | +22.11% | +33.05% |
| FY2020 | 2021-05-26 | 2021-05-26 | +0.72% | -0.40% | +17.20% | +7.48% | +12.75% |
| FY2015 | 2016-06-01 | 2016-06-01 | +0.53% | +3.30% | +1.05% | +26.46% | +47.23% |
| FY2014 | 2015-05-22 | 2015-05-22 | -0.05% | +1.21% | +2.34% | -4.69% | -33.56% |
| FY2013 | 2014-05-22 | 2014-05-22 | -0.17% | -1.79% | -0.89% | +6.66% | +19.35% |
| FY2012 | 2013-05-20 | 2013-05-20 | +1.90% | +1.88% | +4.09% | +0.27% | -18.55% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.